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Reactive Probabilistic Programming

Resource type
Authors/contributors
Title
Reactive Probabilistic Programming
Abstract
Synchronous reactive languages were introduced for designing and implementing real-time control software. These domain-specific languages allow for writing a modular and mathematically precise specification of the system, enabling a user to simulate, test, verify, and, finally, compile the system into executable code. However, to date these languages have had limited modern support for modeling uncertainty -- probabilistic aspects of the software's environment or behavior -- even though modeling uncertainty is a primary activity when designing a control system. In this paper we extend Z\'elus, a synchronous programming language, to deliver ProbZ\'elus, the first synchronous probabilistic programming language. ProbZ\'elus is a probabilistic programming language in that it provides facilities for probabilistic models and inference: inferring latent model parameters from data. We present ProbZ\'elus's measure-theoretic semantics in the setting of probabilistic, stateful stream functions. We then demonstrate a semantics-preserving compilation strategy to a first-order functional core calculus that lends itself to a simple semantic presentation of ProbZ\'elus's inference algorithms. We also redesign the delayed sampling inference algorithm to provide bounded and streaming delayed sampling inference for ProbZ\'elus models. Together with our evaluation on several reactive programs, our results demonstrate that ProbZ\'elus provides efficient, bounded memory probabilistic inference.
Publication
arXiv:1908.07563 [cs]
Date
2019-08-20
Accessed
2019-11-28T10:25:56Z
Library Catalog
Extra
ZSCC: 0000001 arXiv: 1908.07563
Citation
Baudart, G., Mandel, L., Atkinson, E., Sherman, B., Pouzet, M., & Carbin, M. (2019). Reactive Probabilistic Programming. ArXiv:1908.07563 [Cs]. Retrieved from http://arxiv.org/abs/1908.07563
PROBABILITY & STATISTICS
Methodology
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